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WING vs. MCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

WING vs. MCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wingstop Inc. (WING) and McDonald's Corporation (MCD). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-11.93%
13.86%
WING
MCD

Returns By Period

In the year-to-date period, WING achieves a 31.93% return, which is significantly higher than MCD's -0.32% return.


WING

YTD

31.93%

1M

-7.84%

6M

-11.93%

1Y

44.14%

5Y (annualized)

36.93%

10Y (annualized)

N/A

MCD

YTD

-0.32%

1M

-2.78%

6M

13.86%

1Y

5.46%

5Y (annualized)

11.06%

10Y (annualized)

14.52%

Fundamentals


WINGMCD
Market Cap$9.80B$208.47B
EPS$3.42$11.40
PE Ratio98.1225.52
PEG Ratio2.712.62
Total Revenue (TTM)$591.04M$25.94B
Gross Profit (TTM)$337.90M$14.53B
EBITDA (TTM)$172.50M$13.43B

Key characteristics


WINGMCD
Sharpe Ratio1.080.31
Sortino Ratio1.450.54
Omega Ratio1.231.07
Calmar Ratio1.340.32
Martin Ratio4.710.70
Ulcer Index9.36%7.85%
Daily Std Dev40.82%17.77%
Max Drawdown-61.13%-73.62%
Current Drawdown-21.16%-8.30%

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Correlation

-0.50.00.51.00.3

The correlation between WING and MCD is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

WING vs. MCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wingstop Inc. (WING) and McDonald's Corporation (MCD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for WING, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.080.31
The chart of Sortino ratio for WING, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.001.450.54
The chart of Omega ratio for WING, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.07
The chart of Calmar ratio for WING, currently valued at 1.34, compared to the broader market0.002.004.006.001.340.32
The chart of Martin ratio for WING, currently valued at 4.71, compared to the broader market0.0010.0020.0030.004.710.70
WING
MCD

The current WING Sharpe Ratio is 1.08, which is higher than the MCD Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of WING and MCD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.08
0.31
WING
MCD

Dividends

WING vs. MCD - Dividend Comparison

WING's dividend yield for the trailing twelve months is around 0.29%, less than MCD's 2.30% yield.


TTM20232022202120202019201820172016201520142013
WING
Wingstop Inc.
0.29%0.32%3.43%0.36%0.38%0.46%10.19%0.36%9.80%0.00%0.00%0.00%
MCD
McDonald's Corporation
2.30%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%

Drawdowns

WING vs. MCD - Drawdown Comparison

The maximum WING drawdown since its inception was -61.13%, smaller than the maximum MCD drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for WING and MCD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.16%
-8.30%
WING
MCD

Volatility

WING vs. MCD - Volatility Comparison

Wingstop Inc. (WING) has a higher volatility of 26.98% compared to McDonald's Corporation (MCD) at 5.34%. This indicates that WING's price experiences larger fluctuations and is considered to be riskier than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
26.98%
5.34%
WING
MCD

Financials

WING vs. MCD - Financials Comparison

This section allows you to compare key financial metrics between Wingstop Inc. and McDonald's Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items